A Similarity between Goodman and Kruskal's Tau and Kendall's Tau, with a Partial Interpretation of the Latter
作者:
RobertH. Somers,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1962)
卷期:
Volume 57,
issue 300
页码: 804-812
ISSN:0162-1459
年代: 1962
DOI:10.1080/01621459.1962.10500818
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper deals with the population interpretations of measures of association for cross classifications. A new pair of (asymmetric) coefficients is introduced and interpreted. They are shown to be related both to Kendall'sτband to Goodman and Kruskal's τ, and their relation to Kendall'sτcis discussed. Second, Goodman and Kruskal's τ is interpreted as an analogue of the correlation ratio, suitable for unordered categorical data. This interpretation rests on a certain function, designated the “ordinal analogue of the variance,” of a univariate (ordered) frequency distribution, which enters into both Kendall'sτband Goodman and Kruskal'sτ.
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